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Investor Sentiment and Asset Pricing in Public and Private Markets
16 references·0 citing·18 second hopsampled
Investor Sentiment and Asset Pricing in Public and Private Markets (2010)Investor Sentiment and Asset Pricing in P…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Limits of Arbitrage (1995)The Limits of ArbitrageReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Asset returns and inflation (1977)Asset returns and inflationCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Illiquidity and stock returns: cross-section and time-series effects (2002)A model of investor sentiment /Market Liquidity and Funding Liquidity (2008)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1977Asset returns and inflation2,701 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows

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